Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152): Difference between revisions
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| Property / author: Kam-Chuen Yuen / rank | |||
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Revision as of 21:17, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance investment/reinsurance with common shock in a regime-switching market |
scientific article |
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Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (English)
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19 September 2019
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common shock
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efficient frontier
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mean-variance criterion
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optimal investment-reinsurance strategy
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regime-switching
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stochastic control
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